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subject:"Kreditgeschäft"
~isPartOf:"The journal of risk model validation"
~subject:"Theorie"
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Search: subject_exact:"Risikomanagement"
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Kreditgeschäft
Theorie
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theory
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
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Statistical distribution
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Statistische Verteilung
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Bank risk
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Bankrisiko
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Basel Accord
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Basler Akkord
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Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
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Bankenaufsicht
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Banking supervision
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value-at-risk (VaR)
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model risk
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Forecasting model
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Prognoseverfahren
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Statistical test
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Statistischer Test
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credit risk
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model validation
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risk management
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value-at-risk
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15
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Bloxham, Nicholas
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Benito Muela, Sonia
1
Cooper, James
1
Dekker, Peter
1
Ding, Lei
1
Du, Zunwei
1
Egozcue, Martín
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Heemskerk, Marc
1
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Karagozoglu, Ahmet K.
1
Kiritz, Nick
1
Kontaxis, Grigorios
1
Levonian, Mark E.
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Lin, Liyi
1
Loois, Miriam
1
López Martin, Carmen
1
Mager, Ferdinand
1
Ravitz, Miles
1
Schmieder, Christian
1
Sensenbrenner, Frank J.
1
Steen, Marie
1
Tsolas, Ioannis E.
1
Wang, Hu
1
Westgaard, Sjur
1
Wing, Jean Paul Chung
1
Yang, Bill Huajian
1
Zelvyte, Mante
1
Zhuang, Yaming
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The journal of risk model validation
Insurance / Mathematics & economics
155
European journal of operational research : EJOR
114
Journal of banking & finance
80
SpringerLink / Bücher
72
Risks : open access journal
70
Europäische Hochschulschriften / 5
47
Gabler Edition Wissenschaft
34
Finance research letters
33
Journal of risk management in financial institutions
33
The journal of operational risk
33
Journal of risk
32
NBER working paper series
32
Working paper / National Bureau of Economic Research, Inc.
31
Die Bank
29
Journal of risk and financial management : JRFM
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
NBER Working Paper
24
Quantitative finance
24
Research paper series / Swiss Finance Institute
24
International journal of production economics
23
International journal of production research
22
Journal of empirical finance
22
Economic modelling
21
Discussion paper / Centre for Economic Policy Research
20
International journal of theoretical and applied finance
20
Scandinavian actuarial journal
20
Finance and stochastics
19
Schriftenreihe Finanzmanagement
19
The European journal of finance
19
American journal of agricultural economics
18
Energy economics
18
Wiley finance series
18
Discussion paper
17
International review of financial analysis
17
Journal of financial economics
16
Springer eBook Collection / Business and Economics
16
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Discussion paper / Tinbergen Institute
15
International review of economics & finance : IREF
15
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1
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
2
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
3
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
4
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
5
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
6
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
7
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
8
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi
;
Heemskerk, Marc
;
Dekker, Peter
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Saved in:
9
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
10
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
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